摘要:

Letbe a sequence of independent random variablesa sequence of constants andTNpositive integer-va.lued random variables. In this article we explore convergence in probability for partial sums indexed byTNi.e., sums of the form

ISSN:0736-2994    

DOI:10.1080/07362999708809489

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

In this paper, we prove that in many cases the random attractor defined and in [2] and [4] has finite Hausdorff dimension. We generalize a method used in [8] and [1] in the determistic case, the generalization is made through an ergodicity argument. The main assumption amounts to say that the diameter of the attractor has finite expectation. We apply our results to a stochastic reaction-diffusion equation and to a stochastic nonlinear wave equation. Other examples could be considered

ISSN:0736-2994    

DOI:10.1080/07362999708809490

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

The purpose of this paper is to study the problem of global stabilization via bounded or smooth state feedback laws of affine control nonlinear stochastic differential systems the unforced dynamics of which are stable in probability

ISSN:0736-2994    

DOI:10.1080/07362999708809491

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

We formulate and prove results for development of Nelson's kinematic theory of stochastic motion in Hilbert space, extend stochastic integral of Metivier and Pellaumail with respect to cylindrical martingales and construct a diffusion from kinematical assumptions using the extended integration

ISSN:0736-2994    

DOI:10.1080/07362999708809492

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

We consider a Markov Chain in which the states are fuzzy subsets defined on some finite state space. Building on the relationship between set-valued Markov chains to the Dempster-Shafer combination rule, we construct a procedure for finding transition probabilities from one fuzzy state to another. This construction involves Dempster-Shafer type mass functions having fuzzy focal elements. It also involves a measure of the degree to which two fuzzy sets are equal. We also show how to find approximate transition probabilities from a fuzzy state to a crisp state in the original state space

ISSN:0736-2994    

DOI:10.1080/07362999708809493

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

The present note is devoted to estimate non--zero eigenvalues of the Laplace-Beltrami operator on closed Riemannian manifold with respect to non-linear eigenvalue problem

ISSN:0736-2994    

DOI:10.1080/07362999708809494

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

We give general conditions for existence and uniqueness of mild solutions to the initial value problem for stochastic reaction-diffusion equations with an additive (i.e. state-independent) noise which is coloured in space and white in time. The method represented here analogously works in the space-time white noise case. We essentially make use of a growth estimate for continuous random fields which helps to establish a Banach space in which the solution lives

ISSN:0736-2994    

DOI:10.1080/07362999708809495

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

A continuous space/time approximation of the well known ‘directed polymer’ problem is considered. Connection between the ‘Helmholtz Free Energy’ and the ‘Two Walker problem’ is shown. Rigorous proof of the superdiffusive mean squared displacement exponent of 4/3 is given when there is one space dimension and one time dimension. Asymptotically diffusive behaviour ofc(k)tis shown when there are one ‘time’ and two ‘space’ dimensions. For higher dimensions, the behaviour is diffusive and the mean squared displacement is asymptoticallytd. These results hold for all temperature, because the phase transition in the discrete model is no longer present in the continuous model; the renormalization procedure has set the transition temperature tokcrit=0The joint distribution is also shown to be asymptotically sub-Gaussian for all dimensions and all temperatures (in the sense that thepthmoments as a function ofpincrease more slowly than the moments of a Gaussian distribution). The ‘Helmholtz Free Energy’ is also calculated for this model and the quenched and annealed free energies are shown to be identical for all temperature

ISSN:0736-2994    

DOI:10.1080/07362999708809496

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

The maximization of Gaussian probability of the multidimensional set is considered, when expectations of Gaussian distribution are varying and the co-variance matrix is fixed. It is shown that the necessary condition of maximum is a centering, i.e. the optimal point coincides with the weight center of the set. Iterative methods for solving this problem are developed: the analytical centering procedure and the stochastic one by series of Monte-Carlo samples of fixed or regulated size. The convergence of these procedures is considered and the properties of their application in the computer-aided design of systems are discussed

ISSN:0736-2994    

DOI:10.1080/07362999708809497

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor

摘要:

In this paper, the authors derive spectra of some linear and non-linear combinations of ARMA processes and discusses their application in reliability and surival analysis. Illustrative examples are given

ISSN:0736-2994    

DOI:10.1080/07362999708809498

出版商:Marcel Dekker, Inc.    

年代:1997

数据来源: Taylor